Results 121 to 130 of about 8,249,197 (148)

A Stochastic Model of Mortality, Fertility and Human Capital Investment [PDF]

Journal of Development Economics, 2002
This paper examines the relationship between fertility and human capital investment and its implications for economic growth, focusing on the effects of declining mortality. Unlike the existing literature, this paper stresses the role of uncertainty about the number of surviving children.
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Longevity: A ‘Simple’ Stochastic Modelling of Mortality

British Actuarial Journal, 2009
ABSTRACTAll UK insurers exposed to longevity risk need to perform stress tests for their Individual Capital Assessment (ICA). Some have put in place deterministic models which are arguably too simple; others have developed stochastic models that can be demanding and complex.This paper presents a simple model to turn any deterministic mortality scenario
B. Browne, J. Duchassaing, F. Suter
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Stochastic Mortality Models. Application to CR Mortality Data

2014
The ageing process is a great challenge for many European countries, not excluding Czech Republic (CR) and it brings financial risk in areas such as social policy, pensions and health care. The motivation for this paper is to compare various mortality models. We have attempted to explain mortality improvements for males aged 62–90 in CR using a several
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Stochastic Process Models of Mortality and Aging

2016
A better understanding of relationships among human aging, health, and longevity requires integrative statistical methods capable of taking into account relevant knowledge accumulated in the field when extracting useful information from the data. In this chapter, we describe an approach to statistical analyses of longitudinal data based on the use of ...
Anatoliy I. Yashin, Konstantin G. Arbeev, Liubov S. Arbeeva, Igor Akushevich, Svetlana V. Ukraintseva, Alexander M. Kulminski, Eric Stallard, Kenneth C. Land   +7 more
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A user-friendly approach to stochastic mortality modelling

European Actuarial Journal, 2011
This paper proposes a general approach to stochastic mortality modelling. The logit transforms of annual survival probabilities are modelled by a linear combination of user-specified basis function of age. The model is easy to calibrate using the maximum likelihood method.
Aro, H., Pennanen, T.
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A double-exponential GARCH model for stochastic mortality

European Actuarial Journal, 2013
In this paper, a generalized GARCH-based stochastic mortality model is developed, which incorporates conditional heteroskedasticity and conditional non-normality. First, a detailed empirical analysis of the UK mortality rates from 1922 to 2009 is provided, where it was found that both the conditional heteroskedasticity and conditional non-normality are
Celeste M. H. Chai, Tak Kuen Siu, Xian Zhou   +2 more
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Analysis of Finnish and Swedish mortality data with stochastic mortality models

European Actuarial Journal, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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STOCHASTIC MORTALITY MODELS FOR THE POPULATION OF TURKEY

2016
Ölümlülük tahminleri, demografi ve aktüerya bilimlerinde önemli bir rol oynamaktadır.Önceki ölümlülük modellemesi çalışmalarında, zaman bağlı olarak ölüm oranlarındaki olasıdeğişimler dikkate alınmamaktaydı. Zaman içinde bu değişimleri dikkate alan birçokstokastik ölümlülük modelleme yöntemleri geliştirilmiştir.Bu çalışmanın amacı, Türkiye ölümlülüğünü
KUL, Funda, SUCU, Meral
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A stochastic model of organizational mortality: Review and reanalysis

Social Science Research, 1983
Abstract An effort is made to integrate the research literatures of business policy and organizational sociology as they concern organizational mortality. The previous empirical studies of organizational mortality are reviewed and considered in light of current theoretical arguments. Three stochastic models are developed to test hypotheses concerning
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A stochastic model for predicting the mortality of breast cancer.

Journal of the National Cancer Institute. Monographs, 2007
Consider a cohort of women, identified by year of birth, some of whom will eventually be diagnosed with breast cancer. A stochastic model is developed for predicting the U.S. breast cancer mortality that depends on advances in therapy and dissemination of mammographic screening.
Sandra, Lee, Marvin, Zelen
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